-17.4%
JD vs SITM
+140.0%
-157.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.4% |
| 7D | -3.0% | +3.7% | -6.7% | -3.1% |
| 30D | -19.3% | -14.5% | -4.8% | -19.1% |
| 3M | -6.0% | -10.6% | +4.5% | -6.1% |
| 6M | +1.8% | +65.5% | -63.7% | -3.0% |
| YTD | -2.6% | +67.0% | -69.6% | -7.4% |
| 1Y | -17.4% | +138.6% | -156.0% | -21.2% |
| All | -17.4% | +140.0% | -157.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling